CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
1000 CALIFORNIA CARBON ALLOWANCES OPEN INTEREST: 14,064
COMMITMENTS
4,209 3,370 1,012 8,804 9,646 14,025 14,028 39 36
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -180)
-32 -248 119 -256 -68 -168 -196 -12 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 24.0 7.2 62.6 68.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 11 9 13 11 31 25
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 MMBtus OPEN INTEREST: 5,143,493
COMMITMENTS
627,028 265,503 1575314 2911486 3294056 5113828 5134873 29,665 8,620
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -355,138)
-93,444 66,880 -117,754 -155,847 -311,453 -367,045 -362,327 11,907 7,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 5.2 30.6 56.6 64.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
36 36 62 138 128 207 196
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 3,048,967
COMMITMENTS
93,365 40,107 1356767 1597318 1649972 3047451 3046847 1,516 2,120
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 194,709)
-4,069 -3,512 127,334 70,684 69,940 193,949 193,762 759 946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.3 44.5 52.4 54.1 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
27 19 38 62 61 106 101
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 211,228
COMMITMENTS
8,600 1,319 5,106 180,475 197,297 194,181 203,722 17,047 7,506
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -25,082)
-5,839 -2,163 -6,045 -13,505 -16,449 -25,389 -24,657 307 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.6 2.4 85.4 93.4 91.9 96.4 8.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 1 5 27 29 33 34
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 160,021
COMMITMENTS
2,717 1,863 3,116 150,211 151,230 156,044 156,209 3,977 3,812
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -15,722)
-645 -1,547 -1,069 -14,544 -13,021 -16,258 -15,637 536 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 1.2 1.9 93.9 94.5 97.5 97.6 2.5 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 2 4 31 33 36 37
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 216,582
COMMITMENTS
8,825 3,254 5,745 189,994 199,031 204,564 208,030 12,018 8,552
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -23,480)
-4,747 -9,869 -444 -18,480 -10,667 -23,671 -20,980 191 -2,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.5 2.7 87.7 91.9 94.5 96.1 5.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 2 3 27 27 31 30
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 755,935
COMMITMENTS
9,117 905 3,192 738,543 746,681 750,852 750,778 5,083 5,157
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -51,849)
-565 -345 -1,738 -49,281 -49,235 -51,584 -51,318 -265 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.1 0.4 97.7 98.8 99.3 99.3 0.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 4 6 48 37 58 43
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 237,213
COMMITMENTS
1,390 11,029 2,019 224,341 220,427 227,750 233,475 9,463 3,738
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -8,399)
-1,381 2,527 -319 -7,933 -11,612 -9,633 -9,404 1,234 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 4.6 0.9 94.6 92.9 96.0 98.4 4.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 2 27 30 30 33
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 242,304
COMMITMENTS
1,626 1,374 3,348 231,535 229,237 236,509 233,959 5,795 8,345
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -19,488)
-2,625 -238 -401 -16,668 -21,396 -19,694 -22,035 206 2,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.6 1.4 95.6 94.6 97.6 96.6 2.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 2 3 35 38 38 41
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 2,500 MMBTU'S) OPEN INTEREST: 65,307
COMMITMENTS
5,182 0 3,102 49,958 56,203 58,242 59,305 7,065 6,002
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -5,546)
-1,915 0 816 -3,957 -5,769 -5,056 -4,953 -490 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 0.0 4.7 76.5 86.1 89.2 90.8 10.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 0 2 19 18 22 20
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 162,213
COMMITMENTS
16,590 18,418 9,086 125,687 130,033 151,363 157,537 10,850 4,676
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -9,553)
-1,999 -1,785 797 -10,295 -8,753 -11,497 -9,741 1,944 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 11.4 5.6 77.5 80.2 93.3 97.1 6.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 7 25 29 32 36
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 78,387
COMMITMENTS
0 6,072 5,323 65,171 56,516 70,494 67,911 7,893 10,476
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,553)
-1,434 -890 495 -1,861 -1,816 -2,800 -2,211 247 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 6.8 83.1 72.1 89.9 86.6 10.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 16 14 19 17
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGYCode-02339W
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 149,567
COMMITMENTS
1,093 0 1,813 142,970 143,257 145,876 145,070 3,691 4,497
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -7,966)
-415 0 -221 -7,052 -7,687 -7,688 -7,908 -278 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 1.2 95.6 95.8 97.5 97.0 2.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 0 1 27 27 28 28
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY Code-02339Y
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 86,093
COMMITMENTS
0 0 0 67,490 83,355 67,490 83,355 18,603 2,738
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -366)
0 0 0 -4,266 -282 -4,266 -282 3,900 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 78.4 96.8 78.4 96.8 21.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 18 23 18 23
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 307,605
COMMITMENTS
2,685 0 3,826 296,129 300,845 302,640 304,671 4,965 2,934
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -18,756)
-962 -3,019 -138 -16,968 -14,231 -18,068 -17,388 -688 -1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 0.0 1.2 96.3 97.8 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 0 3 43 37 47 40
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 84,421
COMMITMENTS
3,654 12,310 3,448 72,636 59,668 79,738 75,426 4,683 8,995
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -3,805)
425 1,040 -327 -4,095 -4,035 -3,997 -3,322 192 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 14.6 4.1 86.0 70.7 94.5 89.3 5.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 18 21 21 26
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 129,240
COMMITMENTS
35,886 0 0 92,960 125,915 128,846 125,915 394 3,325
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -78,277)
-38,880 -8,850 0 -38,590 -69,800 -77,470 -78,650 -807 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 0.0 0.0 71.9 97.4 99.7 97.4 0.3 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 11 18 13 18
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 151,133
COMMITMENTS
74,797 9,451 0 75,316 140,992 150,113 150,443 1,020 690
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -58,373)
-21,863 -6,822 -1,200 -35,717 -49,962 -58,780 -57,984 407 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 6.3 0.0 49.8 93.3 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 4 0 29 27 39 31
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 25,793
COMMITMENTS
0 0 0 25,342 24,953 25,342 24,953 451 840
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -16,413)
0 -372 0 -16,133 -15,328 -16,133 -15,700 -280 -713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 98.3 96.7 98.3 96.7 1.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 12 17 12 17
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGYCode-0233AQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 118,290
COMMITMENTS
460 2,568 725 103,688 104,282 104,873 107,575 13,417 10,715
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -12,882)
460 -597 275 -12,477 -10,959 -11,742 -11,281 -1,140 -1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.2 0.6 87.7 88.2 88.7 90.9 11.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 1 26 23 27 25
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 117,426
COMMITMENTS
1,416 5,778 1,534 110,576 98,079 113,526 105,391 3,900 12,035
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,542)
-155 2,114 238 -1,055 -6,185 -972 -3,833 -570 2,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 4.9 1.3 94.2 83.5 96.7 89.8 3.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 24 23 26 27
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 91,066
COMMITMENTS
2,002 0 1,153 86,445 83,342 89,600 84,495 1,466 6,571
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -9,009)
-1,179 0 883 -5,624 -8,377 -5,920 -7,494 -3,089 -1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 1.3 94.9 91.5 98.4 92.8 1.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 19 15 21 17
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 101,895
COMMITMENTS
1,136 0 1,348 94,037 95,951 96,521 97,299 5,374 4,596
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -5,178)
969 -706 -111 -7,121 -5,227 -6,263 -6,044 1,085 866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 1.3 92.3 94.2 94.7 95.5 5.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 17 14 19 16
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 298,388
COMMITMENTS
2,440 18,762 5,788 278,701 268,365 286,929 292,915 11,459 5,473
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -14,019)
-6 8,206 -4,193 -11,293 -16,903 -15,492 -12,890 1,473 -1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.3 1.9 93.4 89.9 96.2 98.2 3.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 3 28 30 31 35
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 23,625
COMMITMENTS
600 4,620 0 22,210 18,435 22,810 23,055 815 570
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -14,818)
-713 31 -31 -13,668 -14,988 -14,412 -14,988 -406 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 19.6 0.0 94.0 78.0 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 12 10 13 12
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 41,572
COMMITMENTS
510 420 0 39,602 40,822 40,112 41,242 1,460 330
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -4,456)
-310 -372 -62 -4,748 -3,584 -5,120 -4,018 664 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 1.0 0.0 95.3 98.2 96.5 99.2 3.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 12 18 13 19
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 222,874
COMMITMENTS
4,666 33,339 3,578 201,293 180,961 209,537 217,878 13,337 4,996
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -8,950)
-178 1,706 -271 -12,621 -13,518 -13,070 -12,083 4,120 3,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 15.0 1.6 90.3 81.2 94.0 97.8 6.0 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 5 6 30 30 37 37
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mmbtu OPEN INTEREST: 71,780
COMMITMENTS
12,079 0 1,808 52,653 66,530 66,540 68,338 5,240 3,442
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 2,281)
1,954 0 -332 -998 2,522 624 2,190 1,657 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 0.0 2.5 73.4 92.7 92.7 95.2 7.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 1 16 13 19 14
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 75,990
COMMITMENTS
0 0 0 71,396 70,939 71,396 70,939 4,594 5,051
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -4,206)
0 0 0 -3,906 -4,058 -3,906 -4,058 -300 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 94.0 93.4 94.0 93.4 6.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 0 0 18 16 18 16
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGCode-0233CY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mmbtu OPEN INTEREST: 29,572
COMMITMENTS
4,016 870 0 24,532 28,280 28,548 29,150 1,024 422
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,790)
0 0 0 -2,604 -2,728 -2,604 -2,728 -186 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 2.9 0.0 83.0 95.6 96.5 98.6 3.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 13 10 14 11
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
2500 mm btu OPEN INTEREST: 89,860
COMMITMENTS
2,407 13,291 1,216 75,930 71,928 79,553 86,435 10,307 3,425
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -5,066)
-29 -1,561 217 -7,054 -3,259 -6,866 -4,603 1,800 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 14.8 1.4 84.5 80.0 88.5 96.2 11.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 1 21 17 23 20
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 800 MWh) OPEN INTEREST: 174,205
COMMITMENTS
18,661 8,546 11,842 143,208 153,467 173,710 173,855 495 351
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -7,793)
973 234 -2,711 -5,871 -5,177 -7,608 -7,653 -185 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 4.9 6.8 82.2 88.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
12 5 11 54 51 68 65
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 MWh) OPEN INTEREST: 51,272
COMMITMENTS
1,595 678 2,580 47,097 48,014 51,272 51,272 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -3,192)
273 -98 -191 -3,274 -2,903 -3,192 -3,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 1.3 5.0 91.9 93.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 2 29 24 31 26
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 MWh) OPEN INTEREST: 454,825
COMMITMENTS
672 2,641 25,837 428,316 426,347 454,825 454,825 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -27,088)
-2,152 2,370 1,140 -26,076 -30,598 -27,088 -27,088 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 5.7 94.2 93.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 21 22 23 23
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours) OPEN INTEREST: 1,567,892
COMMITMENTS
60,757 18,106 27,173 1479962 1522613 1567892 1567892 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -88,756)
-6,595 2,358 -2,303 -79,858 -88,811 -88,756 -88,756 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.2 1.7 94.4 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
5 5 5 42 45 50 52
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours) OPEN INTEREST: 54,821
COMMITMENTS
463 10,585 4,368 49,990 39,867 54,821 54,821 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 445)
-305 -35 279 472 201 445 445 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 19.3 8.0 91.2 72.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 5 4 28 24 34 31
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours) OPEN INTEREST: 332,874
COMMITMENTS
0 58,760 13,491 319,383 260,623 332,874 332,874 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 5,059)
0 943 -943 6,002 5,059 5,059 5,059 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.7 4.1 95.9 78.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 17 19 19 22
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 549,116
COMMITMENTS
28,841 0 9,711 510,564 539,029 549,116 548,740 0 376
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -7,216)
2,325 0 -775 -8,766 -6,817 -7,216 -7,592 0 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.0 1.8 93.0 98.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
4 0 2 24 29 28 31
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 50,044
COMMITMENTS
4,871 1,078 1,626 42,293 46,999 48,790 49,703 1,254 341
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,290)
42 362 -43 -1,437 -1,629 -1,438 -1,310 148 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.2 3.2 84.5 93.9 97.5 99.3 2.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 2 2 27 30 31 33
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 mwh OPEN INTEREST: 2,224,389
COMMITMENTS
0 0 0 2224389 2224389 2224389 2224389 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 336,274)
0 0 0 336,274 336,274 336,274 336,274 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 16 11 16 11
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 998,830
COMMITMENTS
0 9,600 0 998,830 989,230 998,830 998,830 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 164,730)
0 0 0 164,730 164,730 164,730 164,730 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 19 14 19 15
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 995,120
COMMITMENTS
0 7,760 0 995,120 987,360 995,120 995,120 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 62,800)
0 0 0 62,800 62,800 62,800 62,800 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.8 0.0 100.0 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 17 12 17 14
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 298,208
COMMITMENTS
12,664 1,184 1,160 284,384 295,864 298,208 298,208 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 3,520)
-816 0 0 4,336 3,520 3,520 3,520 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.4 0.4 95.4 99.2 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 22 21 25 23
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 14,604
COMMITMENTS
1,365 684 335 12,691 13,067 14,391 14,086 213 518
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 44)
-21 -1 63 2 -82 44 -20 0 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 4.7 2.3 86.9 89.5 98.5 96.5 1.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 3 19 16 24 21
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5MWh OPEN INTEREST: 1,149,105
COMMITMENTS
27,460 184,853 2,427 1119218 961,825 1149105 1149105 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -3,940)
0 184,853 2,427 -6,367 -191,220 -3,940 -3,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 16.1 0.2 97.4 83.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 15 17 16
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 349,945
COMMITMENTS
2,150 0 0 347,795 349,945 349,945 349,945 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 13,750)
0 0 0 13,750 13,750 13,750 13,750 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 99.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 0 18 13 20 13
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWH PER LOT OPEN INTEREST: 221,200
COMMITMENTS
4,225 0 0 216,975 221,200 221,200 221,200 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 12,775)
0 0 0 12,775 12,775 12,775 12,775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 0.0 0.0 98.1 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 25 23 26 23
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 Mwh OPEN INTEREST: 23,788
COMMITMENTS
1,033 1,248 292 20,455 21,075 21,780 22,615 2,008 1,173
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -279)
-212 0 63 -258 -342 -407 -279 128 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.2 1.2 86.0 88.6 91.6 95.1 8.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 22 20 24 22
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 5 MWh OPEN INTEREST: 2,548,348
COMMITMENTS
63,317 182,872 180,733 2304298 2184743 2548348 2548348 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 18,494)
-26,656 0 -744 45,894 19,238 18,494 18,494 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 7.2 7.1 90.4 85.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 1 29 29 30 32
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
Any multiple of 16 MWh OPEN INTEREST: 808,520
COMMITMENTS
4,900 90,976 40,385 761,395 673,709 806,680 805,070 1,840 3,450
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,688)
3,450 0 -3,450 -3,528 -1,688 -3,528 -5,138 1,840 3,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 11.3 5.0 94.2 83.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 2 2 33 28 35 31
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY Code-0643BC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWH OPEN INTEREST: 2,344,721
COMMITMENTS
0 0 0 2344721 2344721 2344721 2344721 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 148,630)
0 0 0 148,630 148,630 148,630 148,630 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 21 11 21 11
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 mwh OPEN INTEREST: 699,580
COMMITMENTS
1,150 0 0 698,430 699,580 699,580 699,580 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 47,775)
-1,050 0 0 48,825 47,775 47,775 47,775 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 0.0 99.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 25 12 26 12
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 576,629
COMMITMENTS
127,640 1,548 21,400 427,213 553,681 576,253 576,629 376 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -12,770)
-72 408 -744 -12,330 -12,434 -13,146 -12,770 376 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 0.3 3.7 74.1 96.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 1 3 30 31 33 34
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 41,617
COMMITMENTS
6,991 2,287 1,181 32,976 38,042 41,148 41,510 469 107
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 253)
-595 -488 -39 887 760 253 233 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 5.5 2.8 79.2 91.4 98.9 99.7 1.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 2 3 29 34 34 38
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 25,972
COMMITMENTS
5,440 25 538 19,994 25,409 25,972 25,972 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 409)
308 -25 0 101 434 409 409 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 0.1 2.1 77.0 97.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 1 22 13 24 15
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25MWh OPEN INTEREST: 267,959
COMMITMENTS
110,038 688 665 157,256 266,606 267,959 267,959 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 3,206)
943 0 0 2,263 3,206 3,206 3,206 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 0.3 0.2 58.7 99.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 14 10 16 12
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DCode-0643BS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 583,201
COMMITMENTS
6,898 1,193 33,125 542,802 548,883 582,825 583,201 376 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -8,642)
0 0 0 -9,018 -8,642 -9,018 -8,642 376 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.2 5.7 93.1 94.1 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 2 27 21 29 23
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800 MWh OPEN INTEREST: 32,999
COMMITMENTS
6,437 0 20 25,666 32,344 32,123 32,364 876 635
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 1,680)
1,208 0 0 426 1,702 1,634 1,702 46 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 0.0 0.1 77.8 98.0 97.3 98.1 2.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 0 1 25 20 28 21
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 7,432
COMMITMENTS
0 591 21 5,974 6,441 5,995 7,053 1,437 379
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 14)
0 -69 0 -150 129 -150 60 164 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 0.3 80.4 86.7 80.7 94.9 19.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 1 13 16 14 19
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 20,615
COMMITMENTS
4,246 0 0 16,308 20,449 20,554 20,449 61 166
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,687)
-10 0 -46 -1,562 -1,572 -1,618 -1,618 -69 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 0.0 0.0 79.1 99.2 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 0 0 24 24 30 24
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50 Mwh OPEN INTEREST: 312,996
COMMITMENTS
58,370 0 0 254,626 312,996 312,996 312,996 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -15,569)
-1,078 0 -376 -14,115 -15,193 -15,569 -15,569 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 0.0 0.0 81.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 0 23 19 27 19
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
800MWh OPEN INTEREST: 16,310
COMMITMENTS
716 209 275 15,212 15,528 16,203 16,012 107 298
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -1,068)
-92 -24 0 -934 -1,021 -1,026 -1,045 -42 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 1.3 1.7 93.3 95.2 99.3 98.2 0.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 23 25 27 29
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
50MWh OPEN INTEREST: 204,211
COMMITMENTS
2,033 0 0 202,178 204,211 204,211 204,211 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -8,205)
0 0 0 -8,205 -8,205 -8,205 -8,205 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 99.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 0 22 16 24 16
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
400MWh OPEN INTEREST: 23,632
COMMITMENTS
0 794 2,994 20,638 19,844 23,632 23,632 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,192)
0 -412 231 -2,423 -2,011 -2,192 -2,192 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 12.7 87.3 84.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 19 19 20 20
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
25 MWh OPEN INTEREST: 134,530
COMMITMENTS
0 0 0 134,530 134,530 134,530 134,530 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -10,296)
0 0 0 -10,296 -10,296 -10,296 -10,296 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 16 17 16 17
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 723,169
COMMITMENTS
0 54,720 0 723,169 668,449 723,169 723,169 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 4,096)
0 -7,520 0 4,096 11,616 4,096 4,096 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 0.0 100.0 92.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 19 12 19 13
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 210,845
COMMITMENTS
0 5,275 0 210,845 205,570 210,845 210,845 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -6,045)
0 -75 0 -6,045 -5,970 -6,045 -6,045 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 0.0 100.0 97.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 21 12 21 13
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 Mwh OPEN INTEREST: 213,975
COMMITMENTS
0 0 0 213,975 213,975 213,975 213,975 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -12,190)
0 0 0 -12,190 -12,190 -12,190 -12,190 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 19 11 19 11
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 Mwh OPEN INTEREST: 729,923
COMMITMENTS
0 0 0 729,923 729,923 729,923 729,923 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -24,440)
0 0 0 -24,440 -24,440 -24,440 -24,440 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 15 6 15 6
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 152,235
COMMITMENTS
0 0 0 152,235 152,235 152,235 152,235 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -2,060)
0 0 0 -2,060 -2,060 -2,060 -2,060 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 15 15 15 15
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
mwh OPEN INTEREST: 675,250
COMMITMENTS
0 0 0 675,250 675,250 675,250 675,250 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 93,536)
0 0 0 93,536 93,536 93,536 93,536 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 15 14 15 14
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 193,510
COMMITMENTS
2,940 0 0 190,570 193,510 193,510 193,510 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -13,635)
-460 0 0 -13,175 -13,635 -13,635 -13,635 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 98.5 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 0 20 15 21 15
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 648,168
COMMITMENTS
0 0 0 648,168 648,168 648,168 648,168 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -30,711)
0 0 0 -30,711 -30,711 -30,711 -30,711 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 19 12 19 12
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 917,104
COMMITMENTS
0 0 0 917,104 917,104 917,104 917,104 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -101,896)
0 0 0 -101,896 -101,896 -101,896 -101,896 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 0 18 9 18 9
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 238,095
COMMITMENTS
0 0 0 238,095 238,095 238,095 238,095 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -28,290)
0 0 0 -28,290 -28,290 -28,290 -28,290 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 23 9 23 9
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 7,523,955
COMMITMENTS
193,196 0 0 7330759 7523955 7523955 7523955 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 311,377)
-9,776 0 0 321,153 311,377 311,377 311,377 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 0.0 97.4 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 0 0 39 32 42 32
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,451,255
COMMITMENTS
54,655 0 0 2396600 2451255 2451255 2451255 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -21,030)
-2,030 -4,600 0 -19,000 -16,430 -21,030 -21,030 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.0 0.0 97.8 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 0 0 39 35 43 35
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 2,914,969
COMMITMENTS
574,426 349,636 107,415 2233128 2457918 2914969 2914969 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -38,970)
-3,264 -20,718 7,512 -43,218 -25,764 -38,970 -38,970 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 12.0 3.7 76.6 84.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 10 8 43 41 53 54
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
MWh (Megawatt Hours) OPEN INTEREST: 6,275,987
COMMITMENTS
187,803 175,615 154,484 5933700 5945888 6275987 6275987 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -133,788)
23,024 -5,640 -2,632 -154,180 -125,516 -133,788 -133,788 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 2.8 2.5 94.5 94.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 2 3 35 30 40 35
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
16 MWh OPEN INTEREST: 592,405
COMMITMENTS
0 410 0 592,405 591,995 592,405 592,405 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -13,940)
0 -230 0 -13,940 -13,710 -13,940 -13,940 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.1 0.0 100.0 99.9 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 30 14 30 15
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
5 MWh OPEN INTEREST: 2,081,966
COMMITMENTS
0 3,658 0 2081966 2078308 2081966 2081966 0 0
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -68,786)
0 -752 0 -68,786 -68,034 -68,786 -68,786 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 0.0 100.0 99.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 0 28 15 28 16
Updated November 8, 2013